A systematic framework for how capital is deployed, recycled, and compounded — not a signal service.
PETS is a vertically integrated, rules-based capital deployment engine built for institutionally tradable universes. Every layer — research conditioning, signal generation, portfolio construction, execution, and mandate overlays — is connected, automated, and publicly accessible for allocator due diligence.
Research conditions the engine. The engine drives execution. Execution feeds validation. The same architecture expresses itself under different mandates.
Most quantitative systems are point solutions — a signal feed, a screener, a backtester in isolation. PETS is a complete, connected ecosystem where each layer informs the next. The research conditioning layer determines which symbols enter the signal engine and at what priority. The signal engine governs weekly deployment posture. Portfolio construction compounds capital performance-responsively across winners and contracts it across underperformers without manual intervention. Execution verification confirms the strategy behaves as designed in live conditions. And the retirement overlay demonstrates the same engine operating under a capital-preservation mandate — without strategy modification. The depth is not in any one layer. It is in the coherence across all of them.
Research Intelligence
Multi-dimensional symbol conditioning: fundamentals, quality, growth, institutional ownership, PETS-specific edge, path quality. Output is strategy-conditioned compatibility — not a universal rank.
Institutional Snapshot
Aggregate backtest summary. Institutional comparator context — 13F replication strategy, 50-fund scoreboard. Chain-of-custody execution audit. Designed for allocator diligence, not performance marketing.
Retirement Overlay
The same PETS engine under a different mandate constraint. Weekly posture states: Accumulation, Participation, Caution, Defensive. Demonstrates mandate flexibility without strategy modification.
Validation Engine
Interactive backtester with full NAV tracking, Phoenix Capital Compounding™ portfolio construction, drawdown analysis, trade logs, and export artifacts. Designed for allocator due diligence review.
Six layers from research conditioning to deployment priority — each empirically validated independently
Universal factors: fundamental quality, governance, growth consistency, institutional ownership behavior. Strategy-agnostic. These describe the business — not the trade.
17-year historical fit between a symbol's behavior and the PETS regime/timing framework. Not a generic momentum factor — it measures extractability under this specific engine's mechanics. Out-of-sample persistence confirmed across all tested stress periods.
60% Owner Rank + 40% Edge Score. Empirically derived weighting validated across 7 independent stress-week periods from 2012–2025. Not tuned; tested and confirmed.
Path quality overlay applied to Priority Score. Final deployment rank. Top-10 candidates when PETS signals a deployment week. Capacity and liquidity constraints enforced throughout.
Phoenix Capital Compounding™ — performance-responsive sizing without manual rebalancing
Most systematic strategies face an architectural tension: equal weighting ignores performance history, and volatility-targeting introduces parameter sensitivity. PETS resolves this through Phoenix Capital Compounding™ — each symbol maintains an independent capital account. Profits stay associated with the symbol that generated them. Losses contract that symbol's future allocation automatically.
The result is a performance-responsive sizing effect that operates without manual intervention, without explicit optimization, and without predictive forecasting. Capital naturally migrates toward symbols where PETS signals have historically been most effective. Weaker contributors scale down continuously — not at quarterly rebalance intervals.
This is a design choice made to reduce parameter sensitivity and allow durable signal persistence to express itself over multi-year horizons. The architecture remains intact across pooled funds, managed accounts, and internal strategy sleeves — external capital flows do not alter how the strategy constructs positions.
A capital deployment engine — not a stock selection system, not a signal feed, not a screener
Seven major research studies. The findings that failed testing were discarded and documented — not quietly dropped.
Frozen engine. No human intervention. No discretionary overrides. The same logic since inception.
PETS operates on a completely frozen rule set. The same logic that generated signals in 2008 generates signals today. No annual re-optimization. No parameter updates when performance dips. No PM judgment calls during drawdowns.
This is a governance design choice — not a limitation. Frozen rules enable genuine out-of-sample evaluation, eliminate key-person risk, and produce a verifiable 17-year audit trail where every decision can be traced back to the same deterministic logic. The backtester UI provides full decision audit exports for diligence review.
Production-ready. Fully automated. 1–2 FTE operational overhead. Plug-and-play across implementation contexts.
Saturday signal generation. Sunday order staging and email distribution. Monday open execution via Alpaca. Forward execution tracking via GitHub. Weekly summaries to configured recipients. All automated.
Complete Python codebase. 1,000+ symbol pre-curated universe. Multi-vendor data validation across EODHD, Alpha Vantage, Yahoo Finance, and TradeStation. Configuration to paper-trading validation to live production in 1–2 weeks. No research team required — the research is complete. Phoenix Capital Compounding™ remains intact across pooled funds, managed accounts, and internal strategy sleeves.
If the architecture resonates, the next step is a deeper look — not a sales call.
PETS is not presented here to close a transaction. It is presented to demonstrate that serious, systematically-built, deeply validated capital deployment infrastructure exists and is ready for institutional review. If you are a CIO, allocator, or quantitative due-diligence team and the architecture warrants further evaluation, the full diligence package — 15 research PDFs, backtester access, live track record, and architecture documentation — is available under NDA.
- Strategic partnership aligned to deployment scale
- Technology licensing — compiled core or full source
- Revenue participation linked to strategy performance
- Joint venture vehicle using your operational platform
Preferred engagement structure or area of interest.
Liquidity and capacity requirements, if applicable.
Review scope — architecture overview, full diligence, or licensing discussion.